+3,800.0%
FIX vs FLR
+17.5%
+3,782.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.1% | +7.0% |
| 7D | -7.2% | +8.5% | -15.8% | -9.1% |
| 30D | -35.1% | -0.7% | -34.4% | -34.7% |
| 3M | -34.3% | -11.7% | -22.6% | -31.7% |
| 6M | -42.9% | +16.2% | -59.1% | -45.1% |
| YTD | +19.5% | +27.0% | -7.5% | +12.1% |
| 1Y | +16.8% | +10.1% | +6.7% | +14.1% |
| 3Y | +506.7% | +46.2% | +460.5% | +451.8% |
| 5Y | +1,046.7% | +121.4% | +925.3% | +837.5% |
| 10Y | +3,800.0% | +11.0% | +3,789.0% | +3,448.6% |
| All | +3,800.0% | +17.5% | +3,782.5% | +3,448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling